+910.1%
WEC vs WU
-22.9%
+933.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -0.7% | -5.3% | +4.6% | +0.4% |
| 30D | +11.0% | +9.0% | +1.9% | +9.0% |
| 3M | +8.6% | -3.6% | +12.2% | +9.1% |
| 6M | +6.2% | -19.4% | +25.6% | +9.8% |
| YTD | +14.3% | -21.7% | +36.0% | +18.4% |
| 1Y | +8.4% | -16.1% | +24.5% | +10.5% |
| 3Y | +62.9% | -24.1% | +87.0% | +67.3% |
| 5Y | +55.8% | -44.1% | +100.0% | +68.3% |
| 10Y | +193.2% | -39.6% | +232.8% | +205.8% |
| All | +910.1% | -22.9% | +933.0% | +792.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling